ICNN-enhanced 2SP uses architecturally convex neural networks to enable exact LP embedding of recourse surrogates, replacing MIP formulations and yielding up to 100x speedups on benchmark problems.
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ICNN-enhanced 2SP: Leveraging input convex neural networks for solving two-stage stochastic programming
ICNN-enhanced 2SP uses architecturally convex neural networks to enable exact LP embedding of recourse surrogates, replacing MIP formulations and yielding up to 100x speedups on benchmark problems.